clear
set matsize 11000

********************************************************************************
* Read-in panel bloomberg data
use "./data/fomc_panel_b", clear

label var mpu10_2day "mpu"

*Drop U.S.
drop if ccode==49

*cd "add_path\replication"

********************************************************************************
***Table 7: Response of term premium component of international bond yields to 
***			monetary shocks (bond substitutability interaction)
********************************************************************************

****SCALED TO -1 TO 1 CHANGE****
gen corr_rolling_scaled = (corr_rolling + 1) / 2

quietly: reghdfe tp10y_bc_2day_std c.mps_2day##c.corr_rolling_scaled mpu10_2day c.mpu10_2day#c.corr_rolling_scaled, noabsorb cluster(date ccode)
outreg2 using "tables\tableA7.xml",  bdec(2) excel replace

quietly: reghdfe tp10y_bc_2day_std c.mps_2day##c.corr_rolling_scaled mpu10_2day c.mpu10_2day#c.corr_rolling_scaled if advanced, noabsorb cluster(date ccode)
outreg2 using "tables\tableA7.xml",  bdec(2) excel append

quietly: reghdfe tp10y_bc_2day_std c.mps_2day##c.corr_rolling_scaled mpu10_2day c.mpu10_2day#c.corr_rolling_scaled if !advanced, noabsorb cluster(date ccode)
outreg2 using "tables\tableA7.xml",  bdec(2) excel append

********************************************************************************
